iNap Malinka was mostly made as a decent Raspberry based NRF24L01 transmitter, but as it turns out you can play some games on this as well! You can install RetroPie so any retro game, including ports, can be played on Malinka. But as it's mostly a device for tinkering on-the-go, there's an additional USB for any kind of peripheral, an HDMI port, and a decent audio section too.
Not only that, it's just as big as your phone, with only 12mm thickness. Two joysticks, 3.5" capacitive touch screen, powered by Raspberry Pi Zero 2W.
But, if you're just interested about gaming, you can totally ignore the radio section and use it as a small, DIY handheld!